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hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorRousseau, Judith*
hal.structure.identifierCEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
dc.contributor.authorRobert, Christian P.*
hal.structure.identifier
dc.contributor.authorPillai, Natesh S.*
hal.structure.identifierInstitut de Mathématiques et de Modélisation de Montpellier [I3M]
dc.contributor.authorMarin, Jean-Michel
HAL ID: 9121
ORCID: 0000-0001-7451-9719
*
dc.date.accessioned2011-11-18T15:57:09Z
dc.date.available2011-11-18T15:57:09Z
dc.date.issued2011
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7568
dc.language.isoenen
dc.subjectABCen
dc.subjectMonte Carlo methodsen
dc.subjectstatisticsen
dc.subjectBayesian model choiceen
dc.subject.ddc519en
dc.subject.classificationjelC11en
dc.subject.classificationjelC15en
dc.titleEvaluating statistic appropriateness for Bayesian model choiceen
dc.typeDocument de travail / Working paper
dc.contributor.editoruniversityotherCentre de Recherche en Économie et Statistique (CREST) http://www.crest.fr/ INSEE – École Nationale de la Statistique et de l'Administration Économique;France
dc.contributor.editoruniversityotherDepartment of Statistics University of Harvard Harvard University, Cambridge;États-Unis
dc.contributor.editoruniversityotherInstitut de Mathématiques et de Modélisation de Montpellier (I3M) http://www.math.univ-montp2.fr/ CNRS : UMR5149 – Université Montpellier II - Sciences et Techniques du Languedoc;France
dc.description.abstractenThe choice of the summary statistics in Bayesian inference and in particular in ABC is paramount to produce a valid outcome. We examine necessary and sufficient conditions on those statistics for a corresponding Bayes factor to be convergent. The conditions thus obtained are then usable in ABC settings to determine which summary statistics are appropriate, following a standard Monte Carlo validation.en
dc.publisher.nameUniversité Paris-Dauphineen
dc.publisher.cityParisen
dc.identifier.citationpages18en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00641487/fr/en
dc.description.sponsorshipprivateouien
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
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